Our people have worked designing, implementing and deploying a system to support the hedge funds credit derivatives trading and risk management activities. This development effort included:

• Developing the front ends that are required for trade capture position and risk management.
• Designing a implementing the framework and infrastructure that is necessary for managing the client’s trades and positions.
• Designing and implementing a framework for the various risk calculators.
• Designing and implementing the framework and infrastructure for trade and risk reporting.
• Designing and implementing the data model for storing the credit derivative trades onto the database.

The system was built using Microsoft .Net technology and Oracle.

Our people have development experience in this area that includes designing and implementing a cross product straight through processing system for an emerging markets desk at a major bank. This system included:

• A service based architecture that defined all of the services and interfaces needed to process trades.
• A cross product data model that included the definitions of most fixed income and equity products.
• Message models that define the content of the various messages that were processed in the system.
• Message models that define the interfaces to outside processing services such as FIX and SWIFT.
• Workflow models that define how the workflow would work for the various products supported by the system.

The technology used was Java, Rendezvous, C++, and Oracle.

Our people have worked designing, implementing and deploying a complete Hedge Fund technology solution. This included:

• The setup of the development group and QA groups.
• Working with operations to design and implement the security master.
• Working closely with operations to integrate the trade capture and processing elements of the software.
• Designing and implementing the reporting framework that could be used by both operations staff and clients.
• Design and develop a configurable user interface to support the operations process that could be deployed using “zero touch” deployment techniques.

The system was built using Java 1.4 and Delphi 6.0.

Our people have worked designing, implementing and deploying a counterparty and dealer management solution. This included:

• Designing an application that aggregated counterparty and dealer data from many different sources into a single portal application.
• The application supplies qualitative and quantitative information about the active trading counterparties to both portfolio managers and traders.
• The application runs in Internet Explorer and and provides export capabilities to Excel, Word and a time series analysis tool.

The system was built using .NET 3.0, WPF, C# and SQL Server.